Parameters of the Loss Threshold Notification Portfolio report

Module "Portfolio Service Extended Portfolio Analysis"

In addition to the parameters described in the section Parameters of the standard reports , the "Portfolio loss threshold notification report" also has the following parameters:

Column

Description

Calculation type

Select the performance calculation method here:

Internal interest rate
Classic: (change in value / average available capital) * 100
Time-weighted (default setting)
Time weighted cum EK

For the exact calculation of the performance according to these models, see chapter Calculation of performance.

Calculate cumulative loss limit

In addition to the usual interpretation of the loss thresholds (according to MiFID II), the loss threshold can also be calculated cumulatively in the Infront Portfolio Manager. If the loss threshold is then breached within the reporting interval, no new start date is set for the performance calculation (until the next regular date according to the reporting frequency). To do this, activate this parameter, which is deactivated by default.

You can find out how to show the parameters in reports in the section Setting the report parameters.